Table 8 Beta - Standardized Person’s residuals
From: Analysis of the cryptocurrency market using different prototype-based clustering techniques
Technique | Cluster/Intersection | Beta | |||||
|---|---|---|---|---|---|---|---|
NegBeta | CashLike | LowVol | Indexlike | HighVol | Extreme | ||
K-means | 1 | 3.05 | − 0.17 | − 2.92 | − 0.97 | − 1.45 | 17.79 |
2 | − 2.87 | 0.57 | 6.70 | − 0.18 | − 5.58 | − 1.51 | |
3 | 2.41 | − 0.54 | − 6.26 | 0.32 | 5.79 | − 1.13 | |
Hist-DAWass | 1 | 12.09 | 1.57 | − 0.32 | − 5.84 | − 3.37 | − 1.90 |
2 | 3.97 | − 0.28 | − 2.24 | − 0.94 | 0.74 | − 0.38 | |
3 | − 15.24 | − 1.29 | 3.10 | 6.66 | 2.83 | − 4.29 | |
4 | 6.93 | − 0.36 | − 5.47 | − 2.05 | 1.23 | 10.33 | |
5 | 2.02 | − 0.15 | − 2.70 | − 0.89 | − 1.34 | 19.24 | |
Combi | 1 | − 3.71 | − 0.90 | 4.50 | − 0.19 | − 2.92 | − |
2 | − 4.07 | 0.49 | 5.62 | 0.57 | − 4.82 | − | |
3 | − 3.47 | − 0.79 | − 5.74 | 3.28 | 6.20 | – | |
4 | − 3.42 | 0.76 | − 5.41 | 1.99 | 6.62 | – | |
5 | 7.87 | − 0.65 | 1.73 | − 3.61 | − 3.53 | – | |
6 | 10.52 | 1.29 | − 1.69 | − 3.16 | − 1.61 | – | |